Corporate governance and the probability of default

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dc.contributor.authorSchultz, Emma
dc.contributor.authorTan, David
dc.contributor.authorWalsh, Kathleen
dc.date.accessioned2015-12-13T22:15:29Z
dc.date.issued2015
dc.date.updated2015-12-11T07:17:53Z
dc.description.abstractWe employ Merton's probability of default as a continuous ex-ante measure of the likelihood of firm failure and dynamic panel generalised method of moments to better characterise the relationship between corporate governance and the chance of default. In
dc.identifier.issn0810-5391
dc.identifier.urihttp://hdl.handle.net/1885/70439
dc.publisherBlackwell Publishing Ltd
dc.sourceAccounting and Finance
dc.titleCorporate governance and the probability of default
dc.typeJournal article
local.bibliographicCitation.issue2015
local.bibliographicCitation.lastpage19
local.bibliographicCitation.startpage1
local.contributor.affiliationSchultz, Emma, College of Business and Economics, ANU
local.contributor.affiliationTan, David, University of NSW
local.contributor.affiliationWalsh, Kathleen, College of Business and Economics, ANU
local.contributor.authoruidSchultz, Emma, u4025363
local.contributor.authoruidWalsh, Kathleen, u4955047
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150200 - BANKING, FINANCE AND INVESTMENT
local.identifier.ariespublicationa383154xPUB2312
local.identifier.citationvolumeOnline Early Version
local.identifier.doi10.1111/acfi.12147
local.identifier.scopusID2-s2.0-84930526319
local.type.statusPublished Version

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